Fidelity Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.07% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 4.08 | |
| 0.0000 | 0.00 | |
| 0.9152 | 59.52 | |
| 0.0975 | 4.47 |
Estimation Period:
Apr 11, 2024 to Feb 6, 2026
Apr 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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